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Diffstat (limited to 'python/tests/test_swaption.py')
| -rw-r--r-- | python/tests/test_swaption.py | 4 |
1 files changed, 2 insertions, 2 deletions
diff --git a/python/tests/test_swaption.py b/python/tests/test_swaption.py index bc71d012..4cd34093 100644 --- a/python/tests/test_swaption.py +++ b/python/tests/test_swaption.py @@ -67,14 +67,14 @@ class TestBreakeven(unittest.TestCase): def test_hypayer(self): payer = Swaption(self.hyindex, self.exercise_date, self.hystrike) payer.sigma = .4 - payer.notional = 1e7 + payer.notional = 100_000_000 self.assertAlmostEqual(payer.breakeven, 100.66971148766) def test_hyreceiver(self): receiver = Swaption(self.hyindex, self.exercise_date, self.hystrike, "receiver") receiver.sigma = .4 - receiver.notional = 1e7 + receiver.notional = 100_000_000 self.assertAlmostEqual(receiver.breakeven, 103.9609977905) def test_igpayer(self): |